Abstract

We prove a representation of Aumann-Pettis integrable multivalued martingales by Pettis integrable martingale selectors. Regularity of Aumann-Pettis integrable multivalued martingales and their convergence in Mosco sense, Wijsman topology, and linear topology are established.

Author information

Contact details are reproduced from the original publication and may be historical.

M'hamed El-Louh

Faculty of Sciences and Technology, University Sidi Mohamed Ben Abdellah, Fez, Morocco

ellouh.mhamed@gmail.com

Fatima Ezzaki

Faculty of Sciences and Technology, University Sidi Mohamed Ben Abdellah, Fez, Morocco

fatimaezzaki@yahoo.fr

Keywords

  • Pettis multivalued martingales
  • regularity
  • representation theorem
  • Mosco convergence
  • linear topology

Mathematics Subject Classification

60G42, 60H05, 58J65

Suggested citation

M. El Allali, M. El-Louh, F. Ezzaki. “On the Convergence and Regularity of Aumann-Pettis Integrable Multivalued Martingales.” Journal of Convex Analysis 27 (2020), No. 4, 1177–1194. https://doi.org/10.68381/jca27062

Download BibTeXPublished by Heldermann Verlag.

Published by Heldermann Verlag, 2020. Rights now held by Banach Press.